Hi, I'm assuming you meant WLM (Windows Live Messenger) 2009 and not MSN 2009?
Have you read some of the older threads in the help section such as this one which covers some of the common issues that may cause the situation you are experiencing (such common ones are sometimes due to not entirely removing previous versions of Messenger Plus! or having other programs in your PC that do not operate smoothly alongside Plus!...
Refer to this thread
Good luck.!